Strategy Tester Report
Bogie v9-pivot
AlpariUK-Demo (Build 225)
Symbol | EURUSD (Euro vs US Dollar) | ||||
Period | 1 Hour (H1) 2010.03.01 00:00 - 2010.03.26 21:00 (2010.03.01 - 2010.03.27) | ||||
Model | Control points (a very crude method, the results must not be considered) | ||||
Parameters | UseMM=true; Risk=2; Lots=0.1; TrailingStop=30; UseStartTime=false; DayStartHour=17; DayStartMinute=2; UseStopLoss=false; StopLoss=300; Spread=10; | ||||
Bars in test | 1474 | Ticks modelled | 12836 | Modelling quality | n/a |
Mismatched charts errors | 9 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 157.17 | Gross profit | 510.37 | Gross loss | -353.20 |
Profit factor | 1.44 | Expected payoff | 5.42 | ||
Absolute drawdown | 258.54 | Maximal drawdown | 652.30 (6.21%) | Relative drawdown | 6.21% (652.30) |
Total trades | 29 | Short positions (won %) | 15 (100.00%) | Long positions (won %) | 14 (92.86%) |
Profit trades (% of total) | 28 (96.55%) | Loss trades (% of total) | 1 (3.45%) | ||
Largest | profit trade | 122.56 | loss trade | -353.20 | |
Average | profit trade | 18.23 | loss trade | -353.20 | |
Maximum | consecutive wins (profit in money) | 28 (510.37) | consecutive losses (loss in money) | 1 (-353.20) | |
Maximal | consecutive profit (count of wins) | 510.37 (28) | consecutive loss (count of losses) | -353.20 (1) | |
Average | consecutive wins | 28 | consecutive losses | 1 |
# | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
1 | 2010.03.01 00:05 | sell | 1 | 0.20 | 1.36199 | 0.00000 | 1.36196 | ||
2 | 2010.03.01 00:07 | t/p | 1 | 0.20 | 1.36196 | 0.00000 | 1.36196 | 0.60 | 10000.60 |
3 | 2010.03.01 00:10 | sell | 2 | 0.20 | 1.36250 | 0.00000 | 1.36217 | ||
4 | 2010.03.01 00:37 | t/p | 2 | 0.20 | 1.36217 | 0.00000 | 1.36217 | 6.60 | 10007.20 |
5 | 2010.03.01 00:55 | sell | 3 | 0.20 | 1.36378 | 0.00000 | 1.36308 | ||
6 | 2010.03.01 01:37 | t/p | 3 | 0.20 | 1.36308 | 0.00000 | 1.36308 | 14.00 | 10021.20 |
7 | 2010.03.01 01:40 | sell | 4 | 0.20 | 1.36381 | 0.00000 | 1.36325 | ||
8 | 2010.03.01 02:10 | t/p | 4 | 0.20 | 1.36325 | 0.00000 | 1.36325 | 11.20 | 10032.40 |
9 | 2010.03.01 02:10 | buy | 5 | 0.20 | 1.36323 | 0.00000 | 1.36327 | ||
10 | 2010.03.01 09:50 | t/p | 5 | 0.20 | 1.36327 | 0.00000 | 1.36327 | 0.80 | 10033.20 |
11 | 2010.03.01 09:50 | sell | 6 | 0.20 | 1.36349 | 0.00000 | 1.36230 | ||
12 | 2010.03.01 11:20 | t/p | 6 | 0.20 | 1.36230 | 0.00000 | 1.36230 | 23.80 | 10057.00 |
13 | 2010.03.01 11:27 | buy | 7 | 0.20 | 1.36155 | 0.00000 | 1.36181 | ||
14 | 2010.03.01 11:32 | t/p | 7 | 0.20 | 1.36181 | 0.00000 | 1.36181 | 5.20 | 10062.20 |
15 | 2010.03.01 11:35 | sell | 8 | 0.20 | 1.36193 | 0.00000 | 1.36191 | ||
16 | 2010.03.01 11:40 | t/p | 8 | 0.20 | 1.36191 | 0.00000 | 1.36191 | 0.40 | 10062.60 |
17 | 2010.03.01 11:55 | buy | 9 | 0.20 | 1.35944 | 0.00000 | 1.36111 | ||
18 | 2010.03.02 19:20 | t/p | 9 | 0.20 | 1.36111 | 0.00000 | 1.36111 | 33.26 | 10095.86 |
19 | 2010.03.02 19:20 | sell | 10 | 0.20 | 1.36172 | 0.00000 | 1.35556 | ||
20 | 2010.03.04 17:50 | t/p | 10 | 0.20 | 1.35556 | 0.00000 | 1.35556 | 122.56 | 10218.42 |
21 | 2010.03.04 17:50 | buy | 11 | 0.20 | 1.35530 | 0.00000 | 1.36052 | ||
22 | 2010.03.05 10:07 | t/p | 11 | 0.20 | 1.36052 | 0.00000 | 1.36052 | 104.26 | 10322.68 |
23 | 2010.03.05 10:10 | sell | 12 | 0.20 | 1.36004 | 0.00000 | 1.35911 | ||
24 | 2010.03.05 10:37 | t/p | 12 | 0.20 | 1.35911 | 0.00000 | 1.35911 | 18.60 | 10341.28 |
25 | 2010.03.05 10:37 | sell | 13 | 0.20 | 1.35889 | 0.00000 | 1.35873 | ||
26 | 2010.03.05 12:20 | t/p | 13 | 0.20 | 1.35873 | 0.00000 | 1.35873 | 3.20 | 10344.48 |
27 | 2010.03.05 12:27 | sell | 14 | 0.20 | 1.35888 | 0.00000 | 1.35873 | ||
28 | 2010.03.05 12:50 | t/p | 14 | 0.20 | 1.35873 | 0.00000 | 1.35873 | 3.00 | 10347.48 |
29 | 2010.03.05 13:00 | buy | 15 | 0.20 | 1.35870 | 0.00000 | 1.35870 | ||
30 | 2010.03.05 13:02 | t/p | 15 | 0.20 | 1.35870 | 0.00000 | 1.35870 | 0.00 | 10347.48 |
31 | 2010.03.05 13:10 | buy | 16 | 0.20 | 1.35865 | 0.00000 | 1.35868 | ||
32 | 2010.03.05 13:32 | t/p | 16 | 0.20 | 1.35868 | 0.00000 | 1.35868 | 0.60 | 10348.08 |
33 | 2010.03.05 13:45 | buy | 17 | 0.20 | 1.35849 | 0.00000 | 1.35863 | ||
34 | 2010.03.05 16:15 | t/p | 17 | 0.20 | 1.35863 | 0.00000 | 1.35863 | 2.80 | 10350.88 |
35 | 2010.03.05 16:15 | sell | 18 | 0.20 | 1.35916 | 0.00000 | 1.35755 | ||
36 | 2010.03.09 11:50 | t/p | 18 | 0.20 | 1.35755 | 0.00000 | 1.35755 | 31.88 | 10382.76 |
37 | 2010.03.09 11:50 | buy | 19 | 0.20 | 1.35691 | 0.00000 | 1.35902 | ||
38 | 2010.03.09 16:20 | t/p | 19 | 0.20 | 1.35902 | 0.00000 | 1.35902 | 42.20 | 10424.96 |
39 | 2010.03.09 16:30 | buy | 20 | 0.20 | 1.35810 | 0.00000 | 1.35842 | ||
40 | 2010.03.09 16:50 | t/p | 20 | 0.20 | 1.35842 | 0.00000 | 1.35842 | 6.40 | 10431.36 |
41 | 2010.03.09 16:57 | buy | 21 | 0.20 | 1.35840 | 0.00000 | 1.35852 | ||
42 | 2010.03.09 17:50 | t/p | 21 | 0.20 | 1.35852 | 0.00000 | 1.35852 | 2.40 | 10433.76 |
43 | 2010.03.09 17:52 | buy | 22 | 0.20 | 1.35841 | 0.00000 | 1.35852 | ||
44 | 2010.03.09 17:59 | t/p | 22 | 0.20 | 1.35852 | 0.00000 | 1.35852 | 2.20 | 10435.96 |
45 | 2010.03.09 18:03 | buy | 23 | 0.20 | 1.35828 | 0.00000 | 1.35848 | ||
46 | 2010.03.09 18:43 | t/p | 23 | 0.20 | 1.35848 | 0.00000 | 1.35848 | 4.00 | 10439.96 |
47 | 2010.03.09 18:59 | sell | 24 | 0.20 | 1.36030 | 0.00000 | 1.35912 | ||
48 | 2010.03.09 20:50 | t/p | 24 | 0.20 | 1.35912 | 0.00000 | 1.35912 | 23.60 | 10463.56 |
49 | 2010.03.09 20:50 | sell | 25 | 0.20 | 1.35889 | 0.00000 | 1.35865 | ||
50 | 2010.03.10 07:50 | t/p | 25 | 0.20 | 1.35865 | 0.00000 | 1.35865 | 4.64 | 10468.20 |
51 | 2010.03.10 07:50 | buy | 26 | 0.20 | 1.35841 | 0.00000 | 1.35928 | ||
52 | 2010.03.10 10:50 | t/p | 26 | 0.20 | 1.35928 | 0.00000 | 1.35928 | 17.40 | 10485.60 |
53 | 2010.03.10 10:50 | sell | 27 | 0.20 | 1.35942 | 0.00000 | 1.35832 | ||
54 | 2010.03.10 11:02 | t/p | 27 | 0.20 | 1.35832 | 0.00000 | 1.35832 | 22.00 | 10507.60 |
55 | 2010.03.10 11:10 | sell | 28 | 0.21 | 1.35810 | 0.00000 | 1.35788 | ||
56 | 2010.03.19 10:45 | t/p | 28 | 0.21 | 1.35788 | 0.00000 | 1.35788 | 2.77 | 10510.37 |
57 | 2010.03.19 10:45 | buy | 29 | 0.21 | 1.35763 | 0.00000 | 1.35922 | ||
58 | 2010.03.26 21:59 | close at stop | 29 | 0.21 | 1.34086 | 0.00000 | 1.35922 | -353.20 | 10157.17 |